Anic Equity

'#---------------------------------------------------------#'

Total return since start: 0.561 %

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47669.0 Kr

Max Equity ever reached: ------------> 48629.89 Kr

Portfolio value: --------------------------> 46274.04 Kr

PnL: ---------------------------------------> -614.53 Kr

DD now: ---------------------------------> -1.976 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-01-24 16:04:38.516268'

Anic Portfolio

Today

Return: -0.656 %

This Week

Return: -0.509 %

Total

Return: 56.056 %

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
HEBA B	70	-1.110000	2807.000000	171.000000	6.490000	2636.000010
Beijer Electronics Group	26	-2.760000	3120.000000	149.000000	5.020000	2971.000006
Corem Property Group B	59	-1.300000	624.810000	47.810000	8.290000	576.999999
AcadeMedia	12	0.000000	602.400000	45.400000	8.150000	557.000004
Boozt	12	0.360000	1694.400000	40.400000	2.440000	1653.999996
Samhällsbyggnadsbo. i Norden B	20	-0.830000	393.700000	38.700000	10.900000	355.000000
MedCap	2	-1.290000	459.000000	38.000000	9.030000	421.000000
HMS Networks	2	-1.230000	708.400000	35.400000	5.260000	673.000000
Resurs Holding	22	0.400000	606.100000	32.100000	5.590000	573.999998
FM Mattsson Mora Group B	50	-0.170000	2955.000000	28.000000	0.960000	2927.000000
Norva24 Group	16	0.000000	564.800000	21.800000	4.010000	543.000000
SAAB B	8	-0.240000	3395.200000	18.200000	0.540000	3377.000000
Intrum	4	-0.370000	544.400000	17.400000	3.300000	527.000000
Securitas B	6	0.990000	585.720000	15.720000	2.760000	570.000000
Swedbank A	3	1.950000	579.600000	15.600000	2.770000	564.000000
Eastnine	4	-0.630000	505.600000	14.600000	2.970000	491.000000
OEM International B	7	-0.390000	542.500000	14.500000	2.750000	527.999997
Fastighetsbolag. Emilshus Pref	21	0.000000	576.450000	14.450000	2.570000	562.000005
Coor Service Management Hold.	8	-0.950000	541.600000	9.600000	1.800000	532.000000
Karnov Group	9	0.170000	542.700000	6.700000	1.250000	536.000004
Samhällsbyggnadsbo. i Norden D	12	0.770000	250.800000	4.800000	1.950000	246.000000
Nordea Bank Abp	29	0.370000	3456.800000	2.800000	0.080000	3453.999992
Handelsbanken A	5	0.180000	547.000000	1.000000	0.180000	546.000000
Creaspac SPAC	6	-0.730000	572.400000	-4.600000	-0.800000	577.000002
CTEK	13	-2.710000	522.080000	-11.920000	-2.230000	533.999999
Midsona B	63	0.000000	569.520000	-13.480000	-2.310000	582.999984
Essity B	2	-1.030000	557.400000	-16.600000	-2.890000	574.000000
Essity A	4	-1.590000	1114.000000	-35.000000	-3.050000	1149.000000
International Petroleum Corp.	5	-3.040000	557.500000	-37.070000	-6.230000	594.565215
Sampo Oyj SDB	7	-0.820000	3811.500000	-38.500000	-1.000000	3850.000000
Vivesto	1368	1.340000	558.960000	-54.040000	-8.820000	612.999432
Axfood	13	-1.530000	3604.900000	-151.100000	-4.020000	3756.000001
OX2	18	-1.130000	1423.800000	-240.200000	-14.440000	1663.999992
Fasadgruppen Group	35	2.100000	3570.000000	-241.000000	-6.320000	3810.999990
Ovzon	52	-3.570000	2808.000000	-554.000000	-16.480000	3361.999992
TOTAL			46274.040000	-614.530000	-1.97592%	46888.564618

Updated:

'2023-01-24 16:04:51.074227'

None

Last optimization/rebalancing:

'2023-01-02'

Next optimization/rebalancing:

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.